Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50781.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43405.04 Kr¶

PnL: ---------------------------------------> -297.55 Kr¶

DD now: ---------------------------------> -4.403 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:20:22.428827'

Anic Portfolio¶

Today¶

Return: 0.059 %¶

This Week¶

Return: 0.059 %¶

Total portfolio value¶

Return including deposits: 66.246 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.140000 2062.100000 21.250000 1.040000 2040.850000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Sagax B 4 -0.490000 898.000000 14.800000 1.680000 883.200000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Hexatronic Group 15 2.800000 1080.300000 12.600000 1.180000 1067.700000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Platzer Fastigheter Holding B 12 -0.370000 958.800000 9.600000 1.010000 949.200000
HEXPOL B 8 0.000000 964.800000 9.600000 1.010000 955.200000
BHG Group 109 -4.870000 1426.810000 7.630000 0.540000 1419.180000
Latour B 4 -2.180000 861.600000 7.600000 0.890000 854.000000
Atrium Ljungberg B 5 0.000000 908.500000 7.000000 0.780000 901.500000
Hennes & Mauritz B 6 -0.460000 916.080000 6.120000 0.670000 909.960000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
ASSA ABLOY B 4 -1.210000 993.400000 2.600000 0.260000 990.800000
SKF B 5 -1.130000 980.250000 2.250000 0.230000 978.000000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
Biotage 1 -7.160000 146.500000 -1.000000 -0.680000 147.500000
AcadeMedia 20 -1.020000 974.400000 -1.200000 -0.120000 975.600000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
OX2 12 -3.660000 901.200000 -5.400000 -0.600000 906.600000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
Gränges 10 3.420000 1029.000000 -7.000000 -0.680000 1036.000000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
JM 7 -2.550000 937.300000 -10.500000 -1.110000 947.800000
Alimak Group 12 -1.190000 993.600000 -10.800000 -1.080000 1004.400000
Catena 2 -1.400000 790.800000 -12.800000 -1.590000 803.600000
Byggmax Group 33 -2.960000 951.060000 -13.860000 -1.440000 964.920000
Investor B 3 -1.670000 643.800000 -14.200000 -2.160000 657.999999
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
Hoist Finance 36 -1.800000 981.000000 -27.000000 -2.680000 1008.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -2.000000 2648.640000 -334.940000 -11.230000 2983.577733
TOTAL 43405.040000 -297.550000 -4.40291% 43702.591732

Updated:¶

'2023-06-19 15:20:39.226953'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶